Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows
David P. Herzog, Hung D. Nguyen

TL;DR
This paper analyzes a stochastic model for heavy particles in turbulent flows, demonstrating stability and invariant measure properties, and showing how flow roughness affects particle clustering.
Contribution
It introduces a Lyapunov-based approach to prove stability and invariant measure uniqueness for a model of particles in rough turbulent flows, with insights into asymptotic behavior.
Findings
The system is nonexplosive and has a unique invariant measure.
The invariant measure exhibits asymptotic behavior related to flow roughness.
Intermittent clustering decreases as flow roughness increases.
Abstract
We study a system of Skorokhod stochastic differential equations (SDEs) modeling the pairwise dispersion (in spatial dimension ) of heavy particles transported by a rough self-similar, turbulent flow with H\"{o}lder exponent . Under the assumption that is sufficiently small, we use Lyapunov methods and control theory to show that the Markovian system is nonexplosive and has a unique, exponentially attractive invariant probability measure. Furthermore, our Lyapunov construction is radially sharp and gives partial confirmation on a predicted asymptotic behavior with respect to the H\"{o}lder exponent of the invariant probability measure. A physical interpretation of the asymptotics is that intermittent clustering is weakened when the carrier flow is sufficiently rough.
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Taxonomy
TopicsParticle Dynamics in Fluid Flows · Stochastic processes and statistical mechanics · Stochastic processes and financial applications
